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URND.L vs. AQWG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

URND.L vs. AQWG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Uranium UCITS ETF USD Distributing (URND.L) and Global X Clean Water UCITS ETF (AQWG.L). The values are adjusted to include any dividend payments, if applicable.

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URND.L vs. AQWG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
URND.L
Global X Uranium UCITS ETF USD Distributing
15.80%58.50%3.29%32.52%-5.04%
AQWG.L
Global X Clean Water UCITS ETF
1.05%13.10%5.99%24.49%4.17%
Different Trading Currencies

URND.L is traded in USD, while AQWG.L is traded in GBP. To make them comparable, the AQWG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, URND.L achieves a 15.80% return, which is significantly higher than AQWG.L's 1.05% return.


URND.L

1D
-2.71%
1M
-5.34%
YTD
15.80%
6M
2.83%
1Y
123.46%
3Y*
37.99%
5Y*
10Y*

AQWG.L

1D
-0.01%
1M
-4.79%
YTD
1.05%
6M
-0.71%
1Y
12.77%
3Y*
12.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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URND.L vs. AQWG.L - Expense Ratio Comparison

URND.L has a 0.65% expense ratio, which is higher than AQWG.L's 0.50% expense ratio.


Return for Risk

URND.L vs. AQWG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

URND.L
URND.L Risk / Return Rank: 9090
Overall Rank
URND.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
URND.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
URND.L Omega Ratio Rank: 8787
Omega Ratio Rank
URND.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
URND.L Martin Ratio Rank: 8282
Martin Ratio Rank

AQWG.L
AQWG.L Risk / Return Rank: 3636
Overall Rank
AQWG.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AQWG.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
AQWG.L Omega Ratio Rank: 3030
Omega Ratio Rank
AQWG.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
AQWG.L Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

URND.L vs. AQWG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium UCITS ETF USD Distributing (URND.L) and Global X Clean Water UCITS ETF (AQWG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


URND.LAQWG.LDifference

Sharpe ratio

Return per unit of total volatility

2.48

0.79

+1.69

Sortino ratio

Return per unit of downside risk

2.99

1.17

+1.82

Omega ratio

Gain probability vs. loss probability

1.37

1.15

+0.22

Calmar ratio

Return relative to maximum drawdown

4.16

1.30

+2.86

Martin ratio

Return relative to average drawdown

10.84

4.15

+6.69

URND.L vs. AQWG.L - Sharpe Ratio Comparison

The current URND.L Sharpe Ratio is 2.48, which is higher than the AQWG.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of URND.L and AQWG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


URND.LAQWG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

0.79

+1.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.26

+0.48

Correlation

The correlation between URND.L and AQWG.L is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

URND.L vs. AQWG.L - Dividend Comparison

URND.L's dividend yield for the trailing twelve months is around 0.17%, while AQWG.L has not paid dividends to shareholders.


TTM2025202420232022
URND.L
Global X Uranium UCITS ETF USD Distributing
0.17%0.00%1.19%0.00%0.03%
AQWG.L
Global X Clean Water UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

URND.L vs. AQWG.L - Drawdown Comparison

The maximum URND.L drawdown since its inception was -39.04%, which is greater than AQWG.L's maximum drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for URND.L and AQWG.L.


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Drawdown Indicators


URND.LAQWG.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.04%

-23.03%

-16.01%

Max Drawdown (1Y)

Largest decline over 1 year

-31.98%

-9.85%

-22.13%

Current Drawdown

Current decline from peak

-16.08%

-6.30%

-9.78%

Average Drawdown

Average peak-to-trough decline

-11.20%

-7.34%

-3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.28%

3.17%

+9.11%

Volatility

URND.L vs. AQWG.L - Volatility Comparison

Global X Uranium UCITS ETF USD Distributing (URND.L) has a higher volatility of 13.54% compared to Global X Clean Water UCITS ETF (AQWG.L) at 5.35%. This indicates that URND.L's price experiences larger fluctuations and is considered to be riskier than AQWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URND.LAQWG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.54%

5.35%

+8.19%

Volatility (6M)

Calculated over the trailing 6-month period

38.73%

9.85%

+28.88%

Volatility (1Y)

Calculated over the trailing 1-year period

49.42%

16.10%

+33.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.88%

17.20%

+21.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.88%

17.20%

+21.68%